-100.0%
VIVK vs ARMK
+54.5%
-154.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +3.2% | -10.5% | -9.8% |
| 7D | -4.4% | +3.1% | -7.5% | -6.7% |
| 30D | -40.8% | -2.8% | -38.0% | -39.5% |
| 3M | -94.1% | +7.6% | -101.7% | -94.6% |
| 6M | -98.2% | +47.9% | -146.1% | -99.0% |
| YTD | -98.0% | +60.0% | -158.0% | -99.2% |
| 1Y | -100.0% | +52.2% | -152.2% | -100.0% |
| All | -100.0% | +54.5% | -154.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling